Introduction to the Theory of Diffusion Processes. (Translations of Mathematical Monographs, ISSN 0065- 9282; V. 142)

by N.V. Krylov

Focusing on one of the major branches of probability theory, this book treats the large class of processes with continuous sample paths that possess the ''Markov property''. The exposition is based on... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 0821846000
• ISBN13: 9780821846001
• Release Date: December 1994
• Publisher: American Mathematical Society(RI)
• Length: 271 Pages